20:14 New York (Handel von 09:30 - 16:00) 01:14 London (08:00 - 16:30) 02:14 Frankfurt (09:00 - 20:00) 10:14 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
-0,68 |
-2,24 |
+3,84 |
+15,93 |
+39,75 |
+69,43 |
|
Volatilität (%) |
18,91 |
11,60 |
12,12 |
26,12 |
18,70 |
16,26 |
|
Sharpe Ratio |
1,09 |
-1,53 |
1,55 |
0,66 |
0,60 |
0,62 |
|
Hoch |
63,23 |
63,99 |
63,99 |
63,99 |
63,99 |
63,99 |
|
Tief |
61,12 |
61,12 |
57,96 |
39,48 |
39,48 |
35,00 |
|
Ø-Preis |
62,44 |
62,93 |
61,24 |
54,94 |
51,52 |
47,49 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
29.776 |
21.970 |
22.562 |
21.351 |
13.111 |
9.810 |
|
Max. Verlustperiode (Handelstage) |
3 |
13 |
13 |
59 |
222 |
222 |
|
Max. Verlustperiode (Kalendertage) |
3 |
17 |
17 |
89 |
322 |
322 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
-0,0012 |
-0,0001 |
6,7338 |
5,4666 |
5,4604 |
5,3993 |
|
Alpha |
-0,0036 |
-0,0007 |
0,0001 |
0,0002 |
0,0003 |
0,0002 |
|
Beta |
1,147 |
0,927 |
0,649 |
0,724 |
0,734 |
0,706 |
|
Korrelation |
0,941 |
0,851 |
0,799 |
0,907 |
0,884 |
0,861 |
|
Treynor Ratio |
-0,023 |
-0,046 |
0,028 |
0,265 |
0,515 |
0,955 |
|
Tracking Error |
2,972 |
4,656 |
7,660 |
44,082 |
66,071 |
55,084 |
|
Relative Performance |
-1,650 |
-1,275 |
-0,830 |
0,556 |
24,872 |
27,734 |
|